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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion papers in economics and econometrics"
~subject:"Cointegration"
~subject:"Shock"
~subject:"VAR model"
~type_genre:"Working Paper"
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Search: subject_exact:"VARMA model"
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A Markov-switching vector equilibrium correction model of the UK labour market
Krolzig, Hans-Martin
;
Marcellino, Massimiliano
;
Mizon, …
-
2001
Persistent link: https://www.econbiz.de/10001554389
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2
Self-generating variables in a cointegrated VAR framework
Granger, C. W. J.
;
Yoon, Gawon
-
2001
Persistent link: https://www.econbiz.de/10001574554
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3
Long run recursive VAR models and QR decompositions
Hoffmann, Mathias
-
2000
Persistent link: https://www.econbiz.de/10001504012
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4
Relative price skewness and inflation : a structural VAR framework
Rátfai, Attila
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2000
Persistent link: https://www.econbiz.de/10001536009
Saved in:
5
The relative dynamics of investment and the current account in the G7-economics
Hoffmann, Mathias
-
2000
Persistent link: https://www.econbiz.de/10001467942
Saved in:
6
International macroeconomic fluctuations and the current account
Hoffmann, Mathias
-
1999
Persistent link: https://www.econbiz.de/10001454668
Saved in:
7
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
-
1999
Persistent link: https://www.econbiz.de/10001476514
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8
Threshold effects in multivariate error correction models
Pitarakis, Jean-Yves
-
2005
Persistent link: https://www.econbiz.de/10002578618
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9
Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.
;
Levin, Andrew T.
-
2000
Persistent link: https://www.econbiz.de/10001500668
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10
The Johansen-Granger representation theorem : an explicit expression for I(1) processes
Hansen, Peter Reinhard
-
2000
Persistent link: https://www.econbiz.de/10001495712
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